+328.7%
XOM vs CAPR
-99.1%
+427.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.8% | 0.0% |
| 7D | -7.3% | +7.6% | -15.0% | -7.4% |
| 30D | -2.6% | +13.3% | -15.9% | -2.9% |
| 3M | +3.6% | +130.4% | -126.8% | +2.2% |
| 6M | +15.3% | -70.8% | +86.1% | +15.8% |
| YTD | +39.4% | -69.3% | +108.7% | +39.8% |
| 1Y | +43.2% | +59.5% | -16.4% | +36.7% |
| 3Y | +74.9% | +216.8% | -141.8% | +62.5% |
| 5Y | +201.3% | +152.7% | +48.6% | +178.4% |
| 10Y | +188.5% | -68.2% | +256.7% | +157.5% |
| All | +328.7% | -99.1% | +427.8% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling